Introduction to Mathematical Systems Theory Linear Systems, Identification and Control /

• Main Authors: Heij, Christiaan (Author), Ran, André (Author), Schagen, Freek van (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Basel : Birkhäuser Basel, 2007.
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; System theory.; Computer mathematics.; Probabilities.; Systems Theory, Control.; Applications of Mathematics.; Probability Theory and Stochastic Processes.; Computational Science and Engineering.

This book provides an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and engineering. The focus is on discrete time systems, which are the most relevant in business applications, as opposed to continuous time systems, re...

Table of Contents:

• Dynamical Systems
• Input-Output Systems
• State Space Models
• Stability
• Optimal Control
• Stochastic Systems
• Filtering and Prediction
• Stochastic Control
• System Identification
• Cycles and Trends
• Further Developments.